Related papers: Cumulant Correlators from the APM
Higher order statistics are investigated in ($\Omega$)CDM universes by analyzing $500\mpc$ high resolution tree N-body simulations with both $\Omega = 1$, and $\Omega < 1$. The amplitudes of the N-point correlation functions are calculated…
We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…
Thesis is devoted to the application of cumulant analysis in the estimation of impulse response functions for continuous time-invariant linear systems, including systems with inner noises. The main assumption of the work is the second-order…
In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of…
We analyze joint factorial cumulants of protons and antiprotons in relativistic heavy-ion collisions and point out that they obey the scaling $\hat{C}_{nm}^{p,\bar{p}} \propto \langle N_p \rangle^n \langle N_{\bar{p}} \rangle^m$ as a…
In the paper we develop an approach to asymptotic normality through factorial cumulants. Factorial cumulants arise in the same manner from factorial moments, as do (ordinary) cumulants from (ordinary) moments. Another tool we exploit is a…
We study galaxy clustering using halo models, where gravitational clustering is described in terms of dark matter halos. At small scales, clustering statistics are dominated by halo density profiles, whereas at large scales, correlations…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
The ratio of cumulant to factorial moments of experimental multiplicity distributions has been calculated for $e^{+}e^{-}$ and $hh$ interactions in a wide range of energies. As a function of the rank it exhibits an initial steep decrease…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
Applying random matrix theory to quantum transport in chaotic cavities, we develop a novel approach to computation of the moments of the conductance and shot-noise (including their joint moments) of arbitrary order and at any number of open…
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
In this work we present a coupled-cluster theory for the propagation of multireference electronic systems initiating at general quantum mechanical states. Our formalism is based on the infinitesimal analysis of modified cluster operators,…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
Studies of disordered heterogeneous media and galaxy cosmology share a common goal: analyzing the distribution of particles at `microscales' to predict physical properties at `macroscales', whether for a liquid, composite material, or…
We study cell count moments up to fifth order of the distributions of haloes, of halo substructures as a proxy for galaxies, and of mass in the context of the halo model and compare theoretical predictions to the results of numerical…
In the near future a new generation of CCD based galaxy surveys will enable high precision determination of the N-point correlation functions. The resulting information will help to resolve the ambiguities associated with two-point…
For a given statistic, A, the cosmic distribution function, Upsilon(VA), is the probability of measuring a value VA in a finite galaxy catalog. For statistics related to count-in-cells, such as factorial moments, F_k, the average…